I'm new to Backtrader. I read most of the documentation, but I'm not sure if bt has the features I need for my project, so I'm here to ask those who have deeper understanding of the platform or the developer himself (in disguise or not).
I have to run a very high number of different strategies on the very same data set (exactly the same candles, no more, no less), and I need to run them at the same time (on the same simulation cycle) to save CPU time. Several problems arise:
- when I add many strategies to Cerebro, they operate on the same broker, competing on the same cash, affecting each other. I need simulations and results to be completely independent and separate;
- even running the strategies on separate cerebro.run() calls, different strategies use different indicators that might use different periods, making the data set on which the strategies run on different for every simulation. I need to test all the strategies on identical periods of time (same data set/candles);
- along with 1) and 2), to save CPU time, it would be great to take advantage of multiprocessing.
Is this achievable on Backtrader? If not, what would you suggest?
Thank you very much.